Interest Rates Products

View All IR Products

CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.320 +0.06 Show Price Chart 99.275 99.330 99.270 117,256
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 132'070 +0'230 Show Price Chart 131'240 132'135 131'215 375,669
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 143'165 +1'005 Show Price Chart 142'295 143'255 142'255 6,178
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'220 +0'125 Show Price Chart 104'190 104'220 104'190 70
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 109'035 +0'260 Show Price Chart 109'010 109'035 109'010 54

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEH6 MAR 2016 MAR 2016 99.365 +0.01 Show Price Chart 99.355 99.365 99.355 55,272
Eurodollar Futures GEM6 JUN 2016 JUN 2016 99.355 +0.03 Show Price Chart 99.325 99.360 99.325 83,797
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.345 +0.045 Show Price Chart 99.305 99.350 99.305 69,894
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.320 +0.06 Show Price Chart 99.275 99.330 99.270 117,256
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.305 +0.07 Show Price Chart 99.250 99.315 99.250 86,514
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.270 +0.075 Show Price Chart 99.215 99.285 99.210 51,636
Eurodollar Futures GEU7 SEP 2017 SEP 2017 99.230 +0.085 Show Price Chart 99.170 99.245 99.165 46,334
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 99.160 +0.09 Show Price Chart 99.100 99.180 99.095 68,955
30 Day Federal Funds Futures ZQJ6 APR 2016 APR 2016 99.625 +0.005 Show Price Chart 99.625 99.625 99.620 2,997
2-Year Eurodollar Bundle Futures BU2H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5H6 MAR 2016 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTH6 MAR 2016 MAR 2016 109'207 +0'045 Show Price Chart 109'170 109'212 109'167 49,207
5-Year T-Note Futures ZFH6 MAR 2016 MAR 2016 122'012 +0'142 Show Price Chart 121'230 122'040 121'212 138,435
10-Year T-Note Futures ZNH6 MAR 2016 MAR 2016 132'070 +0'230 Show Price Chart 131'240 132'135 131'215 375,669
Ultra 10-Year U.S. Treasury Note Futures TNH6 MAR 2016 MAR 2016 143'165 +1'005 Show Price Chart 142'295 143'255 142'255 6,178
Ultra U.S. Treasury Bond Futures UBH6 MAR 2016 MAR 2016 175'10 +2'05 Show Price Chart 174'09 176'01 174'04 17,337
U.S. Treasury Bond Futures ZBH6 MAR 2016 MAR 2016 168'31 +1'29 Show Price Chart 167'27 169'16 167'22 71,825

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UH6 MAR 2016 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UH6 MAR 2016 104'220 +0'125 Show Price Chart 104'190 104'220 104'190 70
7-Year USD Deliverable Interest Rate Swap Futures S1UH6 MAR 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UH6 MAR 2016 109'035 +0'260 Show Price Chart 109'010 109'035 109'010 54
20-Year USD Deliverable Interest Rate Swap Futures E1UH6 MAR 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UH6 MAR 2016 117'02 +1'22 Show Price Chart 116'31 117'02 116'31 40
2-Year Euro Deliverable Interest Rate Swap Futures T1EH6 MAR 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Interest Rate Options

Trade our Interest Rate options across the yield curve, including Treasury, Eurodollar, and Fed Fund products.

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